Assembly isn't hard, I average about 1.5 bikes per hour, and I don't rush. Usually it's a matter of greasing the seat post and installing, mounting the stem/handlebars, mounting the front brake, installing the front skewer and then front wheel, mounting reflectors, maybe a wheel true, and adjusting brakes and deraileurs. Air it up, install your pedals, and you're ready to make adjustments to fit the rider.

There are steps along the way that can cause a problem if not done properly. The suggestion to take it to an LBS is to limit their liability. Most manufacturers state that the bike has to be assembled fully by the dealer for this very reason.